Consider the following information
| State of Economy | Probability of state of economy |
| Rate of Return if State Occurs for Stock A | Rate of Return if State Occurs for Stock B | Rate of Return if State Occurs for Stock C |
| Boom |
.17 |
|
.364 |
.464 |
.344 |
| Good |
.43 |
|
.134 |
.114 |
.184 |
| Poor |
.33 |
|
.024 |
.034 |
-.089 |
| Bust |
.07 |
|
-.124 |
-.264 |
-.104 |
Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Expected return %
What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.)
Variance
What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Standard deviation %